Array Digital Infrastructure Inc (AD) Options History
Historical options analytics archive for AD with monthly max pain, implied volatility, gamma exposure, and put/call data.
13 months of complete options data available.
AD monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AD. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 47.0% | 8.6% | $35.00 | $554 | -$6.3K | 2.07 |
| 2026-05 | 20 | 35.4% | 5.9% | $46.75 | $104.8K | -$4.8M | 0.37 |
| 2026-04 | 21 | 47.6% | 8.7% | $45.00 | $85.3K | -$3.8M | 7.38 |
| 2026-03 | 22 | 88.0% | 53.6% | $21.75 | $140.8K | -$4.0M | 7.19 |
| 2026-02 | 19 | 39.8% | 57.3% | $39.75 | $169.8K | -$5.6M | 0.90 |
| 2026-01 | 20 | 37.0% | 51.8% | $44.75 | $100.2K | -$5.2M | 0.45 |
This archive aggregates AD's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how AD option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 47.0%, a month-end max-pain strike around $35.00, an average put/call ratio of 2.07.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
2007
Frequently asked AD history questions
- How much options history is available for AD?
- This archive holds 13 months of AD options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of AD's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the AD archive.
- What data does each monthly AD aggregate contain?
- Every monthly row summarizes that month of AD option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 47.0%, an average IV rank of 8.6%, a month-end max-pain strike around $35.00, an average put/call ratio of 2.07.
- How is the AD options-history archive built and how often does it update?
- The archive is derived from AD's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how AD's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.